Currency Lookback Options and the Observation Frequency: A Binomial Approach

T. Cheuk, A.C.F. Vorst

Research output: Contribution to JournalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)173-187
JournalJournal of International Money and Finance
Volume16
Issue number2
DOIs
Publication statusPublished - 1997

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